+5,243.2%
FDX vs ODFL
+29,953.1%
-24,709.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -2.1% | -5.0% | +2.9% | -1.1% |
| 30D | +10.4% | -6.3% | +16.7% | +11.7% |
| 3M | +0.5% | -18.5% | +18.9% | +4.1% |
| 6M | +6.5% | -12.4% | +18.9% | +8.8% |
| YTD | +40.2% | +9.2% | +31.0% | +37.7% |
| 1Y | +52.1% | +23.0% | +29.1% | +46.1% |
| 3Y | +72.8% | -11.6% | +84.4% | +74.8% |
| 5Y | +76.3% | +0.1% | +76.1% | +73.5% |
| 10Y | +155.7% | +550.8% | -395.1% | +93.0% |
| All | +5,243.2% | +29,953.1% | -24,709.8% | +2,734.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling